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This is pretty crude, but it is what I played with
briefly.
-CS
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
jnk1997
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 06, 2003 11:38
AM
Subject: [amibroker] Asymmetrical
Deviation Bands Trading System ?
Has anyone developed an AFL trading formula for the
following indicator generously supplied by Marc Valley? Visual buys
and sells appear on the indicator, It would be nice to backtest and
posssibly optimize for individual stocks.All input welcome, AFL
trading formula, Optimization.. etc....ThanksJim/*
Asymmetrical Deviation Bands v1 *//* Author Marc Valley
2003*///MaxGraph = 8;HUB = BBandTop(High, 24, .20);LUB
= BBandTop(High, 15, .50);LLB = BBandTop(Low, 8, 1.00);G1 =
DEMA(Avg,8);//G4 = DEMA(Close,4);SUB = BBandBot(High, 16,
.50);SLB = BBandBot(Low, 16, .25);Plot(HUB ,"HUB ",7,4); // YELLOW
LINEPlot(LUB ,"LUB ",2,4);Plot(LLB ,"LLB ",4,4);Plot(G1 ,"G1
",1,4); //BLACK//Plot(G4 ,"G4 ",5,4);//Plot(SUB ,"SUB
",colorOrange,4);Plot(SLB,"SLB",5,4);//Plot(Peak(G1,1,1),"Peak",4,4);//Plot(Trough(G1,1,1),"Trough",5,4);Plot(Cross(G1,Trough(G1,1,1))*G1,"Entry",5,6);Plot(Cross(Peak(G1,1,1),G1)*G1,"Exit",4,6);GraphXSpace
= 2;Send
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Attachment:
B&S, Asymmetric Market Profile Band.afl
Attachment:
Description: "Description: Binary data"
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